+207.2%
C vs ITW
+191.9%
+15.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.4% |
| 7D | +4.7% | +0.5% | +4.3% | +4.3% |
| 30D | +0.2% | +7.7% | -7.5% | -5.6% |
| 3M | -9.3% | -1.3% | -8.0% | -8.7% |
| 6M | -0.8% | +15.5% | -16.3% | -12.6% |
| YTD | +8.5% | +18.6% | -10.1% | -7.3% |
| 1Y | +23.1% | +19.8% | +3.3% | +4.2% |
| 3Y | +220.8% | +32.5% | +188.3% | +147.8% |
| 5Y | +112.4% | +35.3% | +77.1% | +57.3% |
| All | +207.2% | +191.9% | +15.3% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ITW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling